The multi-level Monte Carlo finite element method for a stochastic Brinkman Problem.
Claude Jeffrey GittelsonJuho KönnöChristoph SchwabRolf StenbergPublished in: Numerische Mathematik (2013)
Keyphrases
- monte carlo
- finite element method
- finite element
- numerical simulations
- numerical solution
- point processes
- boundary conditions
- boundary element method
- markov chain
- monte carlo simulation
- stochastic approximation
- numerical methods
- markovian decision
- monte carlo methods
- importance sampling
- diffuse optical tomography
- particle filter
- finite element model
- adaptive sampling
- monte carlo method
- monte carlo tree search
- temporal difference
- matrix inversion
- partial differential equations
- theoretical analysis
- linear programming